+228.4%
UNH vs PGR
+825.1%
-596.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.6% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | -6.5% | +4.9% | -11.5% | -8.4% |
| 3M | -6.0% | +7.6% | -13.6% | -9.2% |
| 6M | +33.7% | +8.3% | +25.4% | +28.4% |
| YTD | +16.4% | +1.7% | +14.7% | +14.2% |
| 1Y | +10.1% | -6.8% | +16.9% | +11.7% |
| 3Y | -16.3% | +73.4% | -89.8% | -35.4% |
| 5Y | +2.1% | +161.2% | -159.1% | -37.4% |
| All | +228.4% | +825.1% | -596.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling